Risk contagion caused by interactions between credit and guarantee networks

DOI10.1016/j.physa.2019.122867OpenAlexW2975479188WikidataQ127202502 ScholiaQ127202502MaRDI QIDQ2164801

Xiaohui Chen, Xin Sui, Liang Li

Publication date: 17 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.122867

zbMATH Keywords

computational experimentrisk contagioncredit networkfirm-bank systemguarantee networkmulti-networks

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Double-layer network model of bank-enterprise counterparty credit risk contagion

Cites Work

• The financial accelerator in an evolving credit network
• Credit risk transfer in SME loan guarantee networks
• Complex networks and economics
• Credit Risk in a Network Economy
• Systemic risk and dynamics of contagion: a duplex inter-bank network
• The multiplex structure of interbank networks
• Unnamed Item

This page was built for publication: Risk contagion caused by interactions between credit and guarantee networks